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A year ago 39-year-old former Barclays trader Alex Pabon was in Wandsworth, one of Britain’s most overcrowded prisons, sharing a tiny cell with a former drug dealer and receiving death threats from a violent heroin addict.

Given prisoner number A9780dt and locked in a cell on the third floor, he relied on George RR Martin’s popular Game of Thrones books or David Hewson’s The Killing novels to keep his mind occupied and would listen to LBC radio at night to drown out the cacophony of jail noises. It was never where he imagined his banking career would end.

“There were times, sitting in your cell, where you think, I can’t believe I’m here,” the American recalls, speaking to The Sunday Telegraph...